In this paper, we study a weak instrumental variables model for longitudinal data. A two stage least-squares estimator (the instrumental variables estimator) is presented. We show that the asymp-totic property for the proposed estimator is different from that for cross-sectional data. Also,...

In this paper, we consider a simultaneous equations model under a functional coefficient representation for the structural equation of interest and adopt the local-to-zero assumptions as in Staiger and Stock (1997) and Hahn and Kuersteiner (2002) on the coefficients of the instruments in the...